+1,677.2%
MPWR vs JHX
+106.3%
+1,570.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | +0.9% | -6.3% | +7.2% | +3.8% |
| 30D | -13.4% | -7.7% | -5.6% | -10.4% |
| 3M | -22.2% | +19.2% | -41.4% | -28.8% |
| 6M | +15.7% | +38.3% | -22.6% | -1.4% |
| YTD | +36.7% | +37.2% | -0.5% | +16.7% |
| 1Y | +47.9% | +42.3% | +5.6% | +22.5% |
| 3Y | +159.7% | -4.4% | +164.1% | +129.4% |
| 5Y | +159.1% | -26.4% | +185.5% | +150.6% |
| All | +1,677.2% | +106.3% | +1,570.9% | +919.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling